Matthew 2:22,23

a ‘But when he heard that Archelaus was reigning over Judaea in the room of his father Herod, he was afraid to go there, and being warned of God in a dream, he withdrew into the parts of Galilee, and came and dwelt in a city called Nazareth.'

However, when he learned that Archelaus was now ruling Judaea, knowing the quality of the man he was afraid to go there, and his fears were confirmed by another dream. This time no angel is mentioned (as with the Magi). Perhaps no special information had to be given. All that was needed was an awareness of the danger. So instead he moved into Galilee to his wife's home town of Nazareth. At least there they would be among friends, and, where it nestled in the mountains, away from prying eyes.

We should note that when Herod the Great had died his kingdom was divided into three. Judaea, Samaria and Idumaea were given to Archelaus; Galilee and Peraea to Herod Antipas; and the remainder to Herod Philip. Archelaus was made Ethnarch, with the promise of kingship if he proved his worth. But his rule was cruel and inefficient and in the end he was deposed around 6 AD, and it was then that a Roman official was introduced in order to take charge of his section of Herod's former kingdom.